| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period |
0 |
0 |
1 |
1 |
1 |
3 |
10 |
13 |
| A time-varying Granger causality analysis between water stock and green stocks using novel approaches |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
5 |
| An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices |
0 |
1 |
5 |
12 |
4 |
11 |
45 |
107 |
| An empirical analysis of the dynamic relationship between clean and dirty energy markets |
0 |
0 |
2 |
4 |
0 |
1 |
5 |
14 |
| Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets |
0 |
0 |
7 |
7 |
1 |
2 |
12 |
12 |
| Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
21 |
| Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets |
1 |
1 |
4 |
10 |
1 |
1 |
12 |
36 |
| Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events |
1 |
2 |
6 |
10 |
4 |
10 |
20 |
31 |
| Asymmetric relationship between carbon market and energy markets |
0 |
1 |
3 |
3 |
6 |
9 |
13 |
13 |
| Asymmetry in returns and volatility between green financial assets, sustainable investments, clean energy, and international stock markets |
0 |
0 |
3 |
3 |
1 |
1 |
8 |
8 |
| Bitcoin, Fintech stocks and Asian Pacific equity markets: a dependence analysis with implications for portfolio management |
0 |
1 |
2 |
2 |
0 |
1 |
6 |
6 |
| Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications |
0 |
0 |
1 |
7 |
8 |
12 |
23 |
64 |
| Connectedness and directional spillovers in energy sectors: international evidence |
0 |
0 |
2 |
15 |
1 |
1 |
4 |
30 |
| Consumer sentiments across G7 and BRICS economies: Are they related? |
0 |
0 |
3 |
3 |
0 |
1 |
8 |
8 |
| Correction: Correlation and price spillover effects among green assets |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
| Correlation and price spillover effects among green assets |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
3 |
| Correlation structure between fiat currencies and blockchain assets |
1 |
1 |
6 |
11 |
6 |
7 |
19 |
29 |
| Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht |
0 |
0 |
3 |
8 |
0 |
0 |
7 |
17 |
| Cryptocurrencies and stock market indices. Are they related? |
2 |
3 |
12 |
140 |
4 |
7 |
37 |
574 |
| Cybersecurity risk and bank risk-taking |
1 |
1 |
1 |
1 |
3 |
3 |
3 |
3 |
| Does climate risk drive digital asset returns? |
3 |
4 |
5 |
5 |
7 |
10 |
14 |
14 |
| Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy |
0 |
0 |
1 |
2 |
0 |
0 |
6 |
11 |
| Dynamic connections between Africa's emerging equity markets and global financial assets |
4 |
8 |
8 |
8 |
9 |
25 |
25 |
25 |
| Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches |
0 |
0 |
6 |
20 |
3 |
5 |
26 |
58 |
| Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies |
1 |
2 |
12 |
49 |
4 |
8 |
26 |
137 |
| Economic policy uncertainty: Persistence and cross-country linkages |
0 |
0 |
0 |
7 |
3 |
6 |
11 |
60 |
| Economic sanctions sentiment and global stock markets |
1 |
2 |
6 |
14 |
1 |
7 |
37 |
56 |
| Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks |
1 |
3 |
7 |
17 |
4 |
11 |
42 |
81 |
| Energy tokens and green energy markets under crisis periods: A quantile downside tail risk dependence analysis |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
4 |
| Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors |
0 |
0 |
2 |
5 |
1 |
2 |
7 |
27 |
| Extreme downside risk connectedness and portfolio hedging among the G10 currencies |
0 |
0 |
2 |
3 |
1 |
2 |
11 |
15 |
| Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications |
1 |
2 |
6 |
11 |
3 |
5 |
18 |
39 |
| Financial stress spillover across Asian Countries |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
3 |
| Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis |
0 |
1 |
11 |
29 |
1 |
6 |
37 |
81 |
| Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach |
1 |
9 |
9 |
9 |
3 |
18 |
18 |
18 |
| Geopolitical risk and real estate stock crash |
0 |
1 |
1 |
1 |
2 |
4 |
6 |
6 |
| Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach |
1 |
1 |
1 |
1 |
3 |
4 |
7 |
12 |
| Global value chains in sub-Saharan Africa: The role of business regulations, policies and institutions |
0 |
1 |
3 |
11 |
1 |
4 |
13 |
25 |
| How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis |
0 |
0 |
5 |
20 |
9 |
14 |
29 |
83 |
| Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach |
1 |
1 |
1 |
6 |
3 |
3 |
5 |
23 |
| Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain |
0 |
0 |
0 |
3 |
1 |
3 |
3 |
10 |
| Marketing tokens and marketing stocks: Tail risk connections with portfolio implications |
0 |
0 |
0 |
0 |
3 |
5 |
8 |
8 |
| Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic |
0 |
0 |
0 |
17 |
0 |
2 |
7 |
78 |
| Markov-switching multifractal volatility spillovers among European stock markets during crisis periods |
1 |
1 |
3 |
3 |
3 |
7 |
15 |
15 |
| Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
| Measuring volatility persistence in leveraged loan markets in the presence of structural breaks |
0 |
0 |
0 |
4 |
1 |
2 |
9 |
39 |
| Monetary policy uncertainty and ESG performance across energy firms |
1 |
1 |
3 |
3 |
7 |
8 |
17 |
21 |
| Non-linear approach to Random Walk Test in selected African countries |
0 |
0 |
0 |
4 |
2 |
2 |
3 |
11 |
| Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis |
0 |
1 |
1 |
3 |
5 |
7 |
27 |
50 |
| Persistence in US Treasury bonds |
0 |
1 |
2 |
7 |
1 |
2 |
11 |
28 |
| Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence |
0 |
0 |
2 |
2 |
0 |
4 |
17 |
21 |
| Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks |
0 |
0 |
4 |
20 |
1 |
4 |
19 |
59 |
| Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak |
0 |
3 |
10 |
54 |
0 |
7 |
28 |
136 |
| Re-examination of international bond market dependence: Evidence from a pair copula approach |
0 |
0 |
0 |
6 |
2 |
3 |
8 |
34 |
| Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas |
0 |
0 |
2 |
8 |
2 |
5 |
14 |
53 |
| Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis |
0 |
1 |
2 |
28 |
0 |
3 |
15 |
65 |
| Return and volatility spillovers among oil price shocks and international green bond markets |
1 |
3 |
4 |
6 |
4 |
9 |
16 |
25 |
| Risk synchronization in Australia stock market: A sector analysis |
0 |
1 |
2 |
3 |
1 |
3 |
9 |
10 |
| Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks |
0 |
0 |
0 |
2 |
2 |
3 |
9 |
32 |
| Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach |
0 |
0 |
0 |
5 |
2 |
2 |
7 |
20 |
| Tail risk contagion across electricity markets in crisis periods |
0 |
0 |
6 |
17 |
3 |
7 |
25 |
59 |
| Tail risk dependence, co-movement and predictability between green bond and green stocks |
0 |
0 |
2 |
13 |
0 |
1 |
4 |
30 |
| Tail risk intersection between tech-tokens and tech-stocks |
0 |
0 |
0 |
1 |
4 |
6 |
9 |
11 |
| The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas |
0 |
0 |
1 |
2 |
0 |
0 |
4 |
6 |
| The connectedness in the world petroleum futures markets using a Quantile VAR approach |
0 |
0 |
0 |
4 |
5 |
5 |
9 |
22 |
| The effects of public sentiments and feelings on stock market behavior: Evidence from Australia |
0 |
0 |
3 |
21 |
2 |
6 |
20 |
79 |
| The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
8 |
| The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds |
0 |
1 |
1 |
1 |
2 |
4 |
5 |
5 |
| The influence of economic policy uncertainty shocks on art market |
0 |
0 |
0 |
5 |
3 |
3 |
7 |
25 |
| The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets |
0 |
0 |
1 |
3 |
2 |
5 |
12 |
30 |
| Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution |
0 |
0 |
4 |
15 |
4 |
8 |
21 |
72 |
| Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification |
0 |
0 |
0 |
10 |
1 |
1 |
6 |
38 |
| Time-varying relationship between international monetary policy and energy markets |
2 |
3 |
3 |
6 |
2 |
6 |
11 |
20 |
| U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging |
0 |
1 |
4 |
8 |
2 |
5 |
10 |
30 |
| US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
10 |
| Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management |
1 |
1 |
1 |
3 |
1 |
1 |
6 |
18 |
| Volatility persistence in cryptocurrency markets under structural breaks |
0 |
0 |
1 |
19 |
6 |
9 |
20 |
147 |
| Wavelet quantile correlation between DeFi assets and banking stocks |
0 |
0 |
7 |
7 |
9 |
16 |
41 |
41 |
| Total Journal Articles |
26 |
64 |
216 |
777 |
188 |
380 |
1,046 |
3,152 |
LogEc is hosted by the
Örebro University School of Business.